In a large mixing bowl mix together flour, sugar and cinnamon. Put flour on a smooth surface and make a well in the center. Pour the wine into the middle of the well. Beating wine with a fork, slowly draw some flour from inner rim of well over wine. Keep adding flour a little at a time. You may use your hands until you have soft dough. If dough is too dry add more wine. If too sticky add more flour. Knead dough for about 15 minutes. Dough should become quite stiff, but smooth. Let dough rest for 20 to 30 minutes. Form golf-ball size rolls of dough. With a pasta maker or rolling pin, roll each ball of dough to about a 5-inch diameter. Dough should be rolled as thin as possible, holding its shape. Wrap each piece of dough around a cannoli cylinder, using a dab of egg yolk to seal the overlap. Heat oil for deep-frying. Fry two or three (no more) pastry shells at a time. Deep fry until nicely browned, about 2 minutes. Gently remove shells from oil with tongs and drain on paper towel. As soon as shells are cool enough to handle slide them off the cylinder. Makes about 3 dozen shells.
*It is best not to fill shells until they are ready to be served or they will become soggy. Shells keep well up to about six months if stored in well-sealed containers.